Optimization Toolbox For Use with MATLAB®

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Optimization Toolbox User’s Guide © COPYRIGHT 1990 - 2004 by The MathWorks, Inc. The software described in this document is furnished under a license agreement. The software may be used or copied only under the terms of the license agreement. No part of this manual may be photocopied or repro- duced in any form without prior written consent from The MathWorks, Inc. FEDERAL ACQUISITION: This provision applies to all acquisitions of the Program and Documentation by, for, or through the federal government of the United States. By accepting delivery of the Program or Documentation, the government hereby agrees that this software or documentation qualifies as commercial computer software or commercial computer software documentation as such terms are used or defined in FAR 12.212, DFARS Part 227.72, and DFARS 252.227-7014. Accordingly, the terms and conditions of this Agreement and only those rights specified in this Agreement, shall pertain to and govern the use, modification, reproduction, release, performance, display, and disclosure of the Program and Documentation by the federal government (or other entity acquiring for or through the federal government) and shall supersede any conflicting contractual terms or conditions. If this License fails to meet the government's needs or is inconsistent in any respect with federal procurement law, the government agrees to return the Program and Documentation, unused, to The MathWorks, Inc. MATLAB, Simulink, Stateflow, Handle Graphics, and Real-Time Workshop are registered trademarks, and TargetBox is a trademark of The MathWorks, Inc. Other product or brand names are trademarks or registered trademarks of their respective holders. History:

November 1990 First printing December 1996 Second printing For MATLAB 5 January 1999 Third printing For Version 2 (Release 11) September 2000 Fourth printing For Version 2.1 (Release 12) June 2001 Online only Revised for Version 2.1.1 (Release 12.1) September 2003 Online only Revised for Version 2.3 (Release 13SP1) June 2004 Fifth printing Revised for Version 3.0 (Release 14) October 2004 Online only Revised for Version 3.0.1 (Release 14SP1) Acknowledgements

The MathWorks would like to acknowledge the following contributors to the Optimization Toolbox. Thomas F. Coleman researched and contributed the large-scale algorithms for constrained and unconstrained minimization, nonlinear least squares and curve fitting, constrained linear least squares, , and nonlinear equations. Dr. Coleman is Professor of Computer Science and Applied Mathematics at Cornell University. He is Director of the Cornell Theory Center and the Cornell Computational Finance Institute. Dr. Coleman is Chair of the SIAM Activity Group on Optimization, and a member of the Editorial Boards of Applied Mathematics Letters, SIAM Journal of Scientific Computing, Computational Optimization and Applications, Communications on Applied Nonlinear Analysis, and Mathematical Modeling and Scientific Computing. Dr. Coleman has published 4 books and over 70 technical papers in the areas of continuous optimization and computational methods and tools for large-scale problems. Yin Zhang researched and contributed the large-scale algorithm. Dr. Zhang is Associate Professor of Computational and